![]() As a result, there are no 20-year rates available for the time-period Januthrough September 30, 1993. Treasury discontinued the 20-year constant maturity series at the end of calendar year 1986 and reinstated that series on October 1, 1993. See Long-Term Average Rate for more information. ![]() From Februto February 8, 2006, Treasury published alternatives to a 30-year rate. ![]() The 2-month constant maturity series began on October 16, 2018, with the first auction of the 8-week Treasury bill.ģ0-year Treasury constant maturity series was discontinued on Februand reintroduced on February 9, 2006. See the Yield Curve Methodology Change Information Sheet for more details. All Treasury yield curve rates derived from yield curves that used the HS methodology - prior to implementation of the MC method - remain official. On, Treasury began using a monotone convex spline (MC) method for deriving its official par yield curves and discontinued the use of the quasi-cubic Hermite spline (HS) methodology. *Series Break - Treasury updated its methodology for deriving yield curves. ![]()
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |